-79.0%
VFC vs TROW
-38.9%
-40.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.4% |
| 7D | -3.3% | -3.0% | -0.3% | -0.8% |
| 30D | -14.0% | -5.5% | -8.6% | -9.9% |
| 3M | -22.6% | +2.3% | -24.8% | -24.2% |
| 6M | -24.7% | +23.9% | -48.6% | -37.4% |
| YTD | -29.0% | +7.9% | -36.9% | -33.9% |
| 1Y | -13.8% | +6.1% | -19.9% | -18.6% |
| 3Y | -28.2% | +13.8% | -42.1% | -35.4% |
| 5Y | -79.0% | -38.2% | -40.8% | -75.9% |
| All | -79.0% | -38.9% | -40.1% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TROW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling